Apart from bills, hearings, committee reports, and debates, other types of material that may come out of the legislative process include committee prints and House and Senate documents. Committee prints contain information prepared for the use of the committee and sometimes include special reports or studies or compilations of earlier legislative history documents. Rarely, you might see prints that contain transcripts of markup sessions. House and Senate documents are usually of lesser importance for the purposes of legislative history research and generally contain special material prepared for Congress. These might include treaty documents, investigation reports, and reports of executive departments.
The Constitution provides for Congress to appropriate money to be spent by the Federal Government, so when the White House issues the Budget of the United States in February of each year, it can be confusing. For a detailed explanation of the legislature's role in the federal budget process, see the following: CongressLine: The Budget, published on LLRX.com. You might also find useful The Essential Guide to The Federal Budget on Politico as a basic, introductory source.
For a discussion of the role of Congress in the appropriation process, versus the authorization process, see: CongressLine: Authorization and Appropriation, published on LLRX.com, or The Congressional Appropriations Process: An Introduction (CRS).
You can find out more about appropriations on the "Appropriations and Budget Resources" page on Congress.gov (includes appropriations tables from ~1983-present and a variety of links to more information on appropriations and the federal budget).
When presidents sign bills into law, they sometimes issue written statements. These statements were traditionally brief and generally did not contain substantive analysis of the legislation. However, they have increasingly been used to express the President's views on those bills, as well as their interpretations of the law and how they intend to direct federal agencies to enforce it. This practice and the role of these documents in legislative history research has become a subject of some controversy; strictly speaking, a presidential signing statement would not generally be considered part of the legislative history of a law. See our research guide on Presidential Documents for sources and more information.